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ORCIDJournal of Multivariate Analysis, Volume 106
Volume 106, April 2012
- Tatsuya Kubokawa, Bui Nagashima:
Parametric bootstrap methods for bias correction in linear mixed models. 1-16 - Fabrice Gamboa, Jan Nagel
, Alain Rouault, Jens Wagener:
Large deviations for random matricial moment problems. 17-35 - Long Feng, Changliang Zou, Zhaojun Wang:
Local Walsh-average regression. 36-48 - Antonio Forcina:
Smoothness of conditional independence models for discrete data. 49-56 - Ching-Kang Ing, Chor-yiu Sin, Shu-Hui Yu:
Model selection for integrated autoregressive processes of infinite order. 57-71 - Jianmin Wu, Peter M. Bentler:
Application of H-likelihood to factor analysis models with binary response data. 72-79 - Jan P. A. M. Jacobs, Pieter W. Otter, Ard H. J. den Reijer:
Information, data dimension and factor structure. 80-91 - Robert Hable:
Asymptotic normality of support vector machine variants and other regularized kernel methods. 92-117 - Gubhinder Kundhi, Paul Rilstone:
Edgeworth expansions for GEL estimators. 118-146 - Ao Yuan, Jinfeng Xu, Gang Zheng:
Root-n estimability of some missing data models. 147-166 - Zhidong Bai, Jianfeng Yao:
On sample eigenvalues in a generalized spiked population model. 167-177 - Chengguo Weng, Yi Zhang:
Characterization of multivariate heavy-tailed distribution families via copula. 178-186 - Zudi Lu, Wenyang Zhang:
Semiparametric likelihood estimation in survival models with informative censoring. 187-211 - Bhaskar Bhattacharya:
Covariance selection and multivariate dependence. 212-228
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